/*
* Copyright (C) 2003-2006 Bjørn-Ove Heimsund
*
* This file is part of MTJ.
*
* This library is free software; you can redistribute it and/or modify it
* under the terms of the GNU Lesser General Public License as published by the
* Free Software Foundation; either version 2.1 of the License, or (at your
* option) any later version.
*
* This library is distributed in the hope that it will be useful, but WITHOUT
* ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
* FITNESS FOR A PARTICULAR PURPOSE. See the GNU Lesser General Public License
* for more details.
*
* You should have received a copy of the GNU Lesser General Public License
* along with this library; if not, write to the Free Software Foundation,
* Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*/
package cern.colt.matrix.tdouble.algo.solver.preconditioner;
import cern.colt.matrix.tdouble.DoubleMatrix1D;
import cern.colt.matrix.tdouble.DoubleMatrix2D;
import cern.colt.matrix.tdouble.impl.DenseDoubleMatrix1D;
/**
* Diagonal preconditioner. Uses the inverse of the diagonal as preconditioner
*/
public class DoubleDiagonal implements DoublePreconditioner {
/**
* This contains the inverse of the diagonal
*/
private double[] invdiag;
/**
* Constructor for DiagonalPreconditioner
*
* @param n
* Problem size (number of rows)
*/
public DoubleDiagonal(int n) {
invdiag = new double[n];
}
public DoubleMatrix1D apply(DoubleMatrix1D b, DoubleMatrix1D x) {
if (x == null) {
x = b.like();
}
if (!(x instanceof DenseDoubleMatrix1D) || !(b instanceof DenseDoubleMatrix1D))
throw new IllegalArgumentException("a nad b must be dense vectors");
double[] xd = ((DenseDoubleMatrix1D) x).elements();
double[] bd = ((DenseDoubleMatrix1D) b).elements();
for (int i = 0; i < invdiag.length; ++i)
xd[i] = bd[i] * invdiag[i];
return x;
}
public DoubleMatrix1D transApply(DoubleMatrix1D b, DoubleMatrix1D x) {
if (x == null) {
x = b.like();
}
return apply(b, x);
}
public void setMatrix(DoubleMatrix2D A) {
if (A.rows() != invdiag.length)
throw new IllegalArgumentException("Matrix size differs from preconditioner size");
for (int i = 0; i < invdiag.length; ++i) {
invdiag[i] = A.getQuick(i, i);
if (invdiag[i] == 0) // Avoid zero-division
throw new RuntimeException("Zero diagonal on row " + (i + 1));
else
invdiag[i] = 1 / invdiag[i];
}
}
}
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